Use a great IDE (like Eclipse for example) that let you debug and have some code completion. This will save you some time.
PHP have a lot of programmer and is very popular = a lot of thing is already done for you, before writing some code, doing a google search is always a good idea.
You should use some of the Framework if you start from scratch. This will answer all your question about AJax, template engines... because most of them come with these packages.
Here is some post about how to start choosing a framework: SO 1, SO2, Here is a list of PHP Framework.
You can develop PHP on Windows, Linux or Mac.